+132.9%
UAL vs RCAT
+63.2%
+69.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.6% | +0.8% |
| 7D | +12.5% | -5.6% | +18.1% | +12.7% |
| 30D | +12.2% | -27.0% | +39.2% | +15.1% |
| 3M | -2.6% | -57.9% | +55.3% | +5.0% |
| 6M | +21.1% | -59.4% | +80.5% | +29.1% |
| YTD | +7.8% | -46.9% | +54.7% | +9.8% |
| 1Y | +25.4% | -54.0% | +79.4% | +28.7% |
| 3Y | +217.3% | +378.4% | -161.1% | +147.2% |
| 5Y | +132.9% | +61.9% | +71.0% | +101.4% |
| All | +132.9% | +63.2% | +69.7% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling